ICTACT Journal on Soft Computing

Khuat Thanh Tung ¹, Nguyen Thi Bich Loan ¹, Le Quang Chanh ¹, Le Thi My Hanh ¹

Affiliations
1 DATIC Laboratory, The University of Danang, University of Science and Technology, VN

Abstract

Stock prediction is to determine the future value of a company stock dealt on an exchange. It plays a crucial role to raise the profit gained by firms and investors. Over the past few years, many methods have been developed in which plenty of efforts focus on the machine learning framework achieving the promising results. In this paper, an approach based on Artificial Neural Network (ANN) optimized by Fireworks algorithm and data preprocessing by Haar Wavelet is applied to estimate the stock prices. The system was trained and tested with real data of various companies collected from Yahoo Finance. The obtained results are encouraging.

Keywords

Fireworks Algorithm, Artificial Neural Network, Stock Price Forecasting, Back-Propagation Algorithm, Wavelet Transform.

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